Optimization Algorithms Based on Renormalization Group

Global changes of states are of crucial importance in optimization algorithms. We review some heuristic algorithms in which global updates are realized by a sort of real-space renormalization group transformation. Emphasis is on the relationship between the structure of low-energy excitations and ``block-spins'' appearing in the algorithms. We also discuss the implication of existence of a finite-temperature phase transition on the computational complexity of the ground-state problem.Comment: 7 pages, 2 figure

Revision of TR-09-25: A Hybrid Variational/Ensemble Filter Approach to Data Assimilation

Two families of methods are widely used in data assimilation: the four dimensional variational (4D-Var) approach, and the ensemble Kalman filter (EnKF) approach. The two families have been developed largely through parallel research efforts. Each method has its advantages and disadvantages. It is of interest to develop hybrid data assimilation algorithms that can combine the relative strengths of the two approaches. This paper proposes a subspace approach to investigate the theoretical equivalence between the suboptimal 4D-Var method (where only a small number of optimization iterations are performed) and the practical EnKF method (where only a small number of ensemble members are used) in a linear Gaussian setting. The analysis motivates a new hybrid algorithm: the optimization directions obtained from a short window 4D-Var run are used to construct the EnKF initial ensemble. The proposed hybrid method is computationally less expensive than a full 4D-Var, as only short assimilation windows are considered. The hybrid method has the potential to perform better than the regular EnKF due to its look-ahead property. Numerical results show that the proposed hybrid ensemble filter method performs better than the regular EnKF method for both linear and nonlinear test problems

Development of an automated aircraft subsystem architecture generation and analysis tool

Purpose – The purpose of this paper is to present a new computational framework to address future preliminary design needs for aircraft subsystems. The ability to investigate multiple candidate technologies forming subsystem architectures is enabled with the provision of automated architecture generation, analysis and optimization. Main focus lies with a demonstration of the frameworks workings, as well as the optimizers performance with a typical form of application problem. Design/methodology/approach – The core aspects involve a functional decomposition, coupled with a synergistic mission performance analysis on the aircraft, architecture and component levels. This may be followed by a complete enumeration of architectures, combined with a user defined technology filtering and concept ranking procedure. In addition, a hybrid heuristic optimizer, based on ant systems optimization and a genetic algorithm, is employed to produce optimal architectures in both component composition and design parameters. The optimizer is tested on a generic architecture design problem combined with modified Griewank and parabolic functions for the continuous space. Findings – Insights from the generalized application problem show consistent rediscovery of the optimal architectures with the optimizer, as compared to a full problem enumeration. In addition multi-objective optimization reveals a Pareto front with differences in component composition as well as continuous parameters. Research limitations/implications – This paper demonstrates the frameworks application on a generalized test problem only. Further publication will consider real engineering design problems. Originality/value – The paper addresses the need for future conceptual design methods of complex systems to consider a mixed concept space of both discrete and continuous nature via automated methods

Multi-agent evolutionary systems for the generation of complex virtual worlds

Modern films, games and virtual reality applications are dependent on convincing computer graphics. Highly complex models are a requirement for the successful delivery of many scenes and environments. While workflows such as rendering, compositing and animation have been streamlined to accommodate increasing demands, modelling complex models is still a laborious task. This paper introduces the computational benefits of an Interactive Genetic Algorithm (IGA) to computer graphics modelling while compensating the effects of user fatigue, a common issue with Interactive Evolutionary Computation. An intelligent agent is used in conjunction with an IGA that offers the potential to reduce the effects of user fatigue by learning from the choices made by the human designer and directing the search accordingly. This workflow accelerates the layout and distribution of basic elements to form complex models. It captures the designer's intent through interaction, and encourages playful discovery

Darwin Meets Einstein: LISA Data Analysis Using Genetic Algorithms

This work presents the first application of the method of Genetic Algorithms (GAs) to data analysis for the Laser Interferometer Space Antenna (LISA). In the low frequency regime of the LISA band there are expected to be tens of thousands galactic binary systems that will be emitting gravitational waves detectable by LISA. The challenge of parameter extraction of such a large number of sources in the LISA data stream requires a search method that can efficiently explore the large parameter spaces involved. As signals of many of these sources will overlap, a global search method is desired. GAs represent such a global search method for parameter extraction of multiple overlapping sources in the LISA data stream. We find that GAs are able to correctly extract source parameters for overlapping sources. Several optimizations of a basic GA are presented with results derived from applications of the GA searches to simulated LISA data.Comment: 8 pages, 12 figure